+4,470.2%
FICO vs DKS
+6,292.4%
-1,822.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.2% | -16.6% |
| 7D | -19.2% | +3.0% | -22.2% | -19.8% |
| 30D | -14.6% | -30.5% | +15.9% | -7.2% |
| 3M | -20.1% | -35.7% | +15.6% | -11.3% |
| 6M | -36.3% | -29.7% | -6.6% | -31.8% |
| YTD | -44.9% | -28.9% | -16.0% | -41.3% |
| 1Y | -38.6% | -35.9% | -2.8% | -33.2% |
| 3Y | +4.0% | +28.2% | -24.2% | -13.0% |
| 5Y | +99.5% | +11.8% | +87.7% | +63.9% |
| 10Y | +604.7% | +211.6% | +393.1% | +257.9% |
| All | +4,470.2% | +6,292.4% | -1,822.3% | +976.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling